SRFs

Rating Agency Developments

On May 24, S&P updated its methodology for applying its RMBS small pool adjustment factor. S&P Report.

On May 23, Moody’s updated its methodology for ABCP. Moody’s Report.

On May 23, Fitch updated its criteria for multilateral development banks. Fitch Report.

On May 22, Fitch detailed its rating considerations for passive funds. Fitch Report.

On May 22, DBRS released its master U.S. ABS surveillance methodology. DBRS Report .

On May 22, DBRS released its unified interest rate model for U.S. timeshare loan ABS transactions.  DBRS Report.

On May 22, DBRS released its operational risk assessment for U.S. ABS servicers. DBRS Report.

On May 22, DBRS released its methodology for U.S. timeshare loan securitizations. DBRS Report.

On May 21, Fitch published criteria for state revolving funds (SRFs) and leveraged municipal loan pools (MLPs). Fitch Report.

On May 18, S&P updated its base-case default rate assumptions and benchmark pool for Japanese credit card and consumer loan securitizations. S&P Report.

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